ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.9818 | -0.244 | 0.1833 | -0.7517 | -0.3675 | -0.1264 | 0.3495 |
(p-val) | (0 ) | (0.0782 ) | (0.0886 ) | (0 ) | (0.5645 ) | (0.359 ) | (0.5784 ) |
Estimates ( 2 ) | 0.9711 | -0.241 | 0.1863 | -0.7441 | -0.0201 | -0.1111 | 0 |
(p-val) | (0 ) | (0.0812 ) | (0.0844 ) | (0 ) | (0.8672 ) | (0.4199 ) | (NA ) |
Estimates ( 3 ) | 0.9716 | -0.2412 | 0.1852 | -0.7458 | 0 | -0.1122 | 0 |
(p-val) | (0 ) | (0.0811 ) | (0.0851 ) | (0 ) | (NA ) | (0.415 ) | (NA ) |
Estimates ( 4 ) | 0.9733 | -0.2361 | 0.1811 | -0.7437 | 0 | 0 | 0 |
(p-val) | (0 ) | (0.0882 ) | (0.0941 ) | (0 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | -0.557 | 0.1671 | 0 | 0.8843 | 0 | 0 | 0 |
(p-val) | (4e-04 ) | (0.1479 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | -0.4521 | 0 | 0 | 0.7293 | 0 | 0 | 0 |
(p-val) | (0.1514 ) | (NA ) | (NA ) | (0.0052 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0.3034 | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.0028 ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
3.03028833849435 |
-216.600133623590 |
12.1887671074146 |
89.0269219288254 |
-31.2417210535998 |
47.4931283037929 |
96.095156896652 |
112.511537960985 |
-133.013735140608 |
60.0581848410245 |
26.7565927410412 |
-87.5181319799948 |
-6.29431625088024 |
1.22340105839952 |
-159.440570126092 |
58.6564610902413 |
-89.773674299403 |
91.4309586838258 |
25.8875185603329 |
-9.73946292707545 |
-291.233115233575 |
119.336266541885 |
-52.0408251748705 |
24.8823074952532 |
53.9537502095724 |
23.2241365262458 |
-15.5309300348547 |
82.7246304027614 |
-38.2439985117063 |
-221.805717252218 |
-198.908827059517 |
-58.11749441816 |
-147.454151694735 |
-85.2028012754715 |
106.995820302892 |
-78.772783323145 |
-12.1911146374120 |
-193.971045175054 |
-70.9702909354827 |
190.866700715401 |
27.3967802739874 |
64.0727220701659 |
-14.5383818257861 |
106.901654755185 |
-4.38906928749265 |
45.0984036906546 |
33.1764901736463 |
22.231120387308 |
147.524627769017 |
51.7118281167394 |
-28.7237016615745 |
70.8284122614036 |
-87.8560285732837 |
81.613987958633 |
-44.8346498341839 |
79.5175191254357 |
112.316487458716 |
96.0226511714281 |
72.7141328829457 |
60.9600474629728 |
48.5773500271653 |
90.611749564699 |
4.1892631312362 |
21.6255656695243 |
-67.9039099295764 |
59.3298066543175 |
37.4079454353086 |
97.2921729955656 |
-7.94642254892415 |
33.0786063107253 |
52.8232238839814 |
122.699265916495 |
142.225319459058 |
120.448954956233 |
83.0715678271285 |
-35.6125485477892 |
-78.6267598724303 |
-216.295009630473 |
184.833942389594 |
85.3032105696525 |
118.246672684025 |
130.929068226327 |
41.8800809667182 |
88.2766997283561 |
129.841077347885 |
33.2118544439418 |
-143.331778876415 |
272.973947353217 |
12.5249715674954 |
-36.9163750206053 |
-65.7946767986168 |
-338.80898903447 |
178.17514120769 |
51.2782125364492 |
-304.728284015758 |
84.5341534242361 |
-328.641393358524 |
-6.88015309353886 |
-97.3960132960183 |
233.19325550683 |
-143.799888569450 |
-217.386319167671 |
-447.352971256093 |
127.413532218176 |
-171.088439707962 |
-678.031389339213 |
-34.4945139636275 |
-209.357265337176 |
126.721523208693 |